public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3373707: // name
this.name_Renamed = (string)newValue;
break;
case -391537158: // fixedLeg
this.fixedLeg_Renamed = (FixedRateSwapLegConvention)newValue;
break;
case -1177101272: // floatingLeg
this.floatingLeg_Renamed = (InflationRateSwapLegConvention)newValue;
break;
case 746995843: // spotDateOffset
this.spotDateOffset_Renamed = (DaysAdjustment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ImmutableFixedInflationSwapConvention beanToCopy)
{
this.name_Renamed = beanToCopy.Name;
this.fixedLeg_Renamed = beanToCopy.FixedLeg;
this.floatingLeg_Renamed = beanToCopy.FloatingLeg;
this.spotDateOffset_Renamed = beanToCopy.SpotDateOffset;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).build();
coverImmutableBean(test);
InflationRateSwapLegConvention test2 = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_4M).indexCalculationMethod(PriceIndexCalculationMethod.INTERPOLATED).notionalExchange(true).build();
coverBeanEquals(test, test2);
}
public virtual void test_builderAllSpecified()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).indexCalculationMethod(PriceIndexCalculationMethod.INTERPOLATED).notionalExchange(true).build();
assertEquals(test.Index, GB_HICP);
assertEquals(test.Lag, LAG_3M);
assertEquals(test.IndexCalculationMethod, PriceIndexCalculationMethod.INTERPOLATED);
assertEquals(test.NotionalExchange, true);
assertEquals(test.Currency, GBP);
}
public virtual void test_builder()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).build();
assertEquals(test.Index, GB_HICP);
assertEquals(test.Lag, LAG_3M);
assertEquals(test.IndexCalculationMethod, MONTHLY);
assertEquals(test.NotionalExchange, false);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
assertEquals(test.Index, GB_HICP);
assertEquals(test.Lag, LAG_3M);
assertEquals(test.IndexCalculationMethod, MONTHLY);
assertEquals(test.NotionalExchange, false);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_toLeg()
{
InflationRateSwapLegConvention @base = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
LocalDate startDate = LocalDate.of(2015, 5, 5);
LocalDate endDate = LocalDate.of(2020, 5, 5);
RateCalculationSwapLeg test = @base.toLeg(startDate, endDate, PAY, NOTIONAL_2M);
RateCalculationSwapLeg expected = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().frequency(Frequency.TERM).startDate(startDate).endDate(endDate).businessDayAdjustment(BDA_MOD_FOLLOW).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(Frequency.TERM).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL_2M)).calculation(InflationRateCalculation.of(GB_HICP, 3, MONTHLY)).build();
assertEquals(test, expected);
}
private ImmutableFixedInflationSwapConvention(string name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
{
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(fixedLeg, "fixedLeg");
JodaBeanUtils.notNull(floatingLeg, "floatingLeg");
JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset");
this.name = name;
this.fixedLeg = fixedLeg;
this.floatingLeg = floatingLeg;
this.spotDateOffset = spotDateOffset;
validate();
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
InflationRateSwapLegConvention other = (InflationRateSwapLegConvention)obj;
return(JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(lag, other.lag) && JodaBeanUtils.equal(indexCalculationMethod, other.indexCalculationMethod) && (notionalExchange == other.notionalExchange) && JodaBeanUtils.equal(paymentDateOffset, other.paymentDateOffset) && JodaBeanUtils.equal(accrualBusinessDayAdjustment, other.accrualBusinessDayAdjustment));
}
return(false);
}
public virtual void test_serialization()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
assertSerialization(test);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains a convention based on the specified name and leg conventions.
/// <para>
/// The two leg conventions must be in the same currency.
///
/// </para>
/// </summary>
/// <param name="name"> the unique name of the convention </param>
/// <param name="fixedLeg"> the market convention for the fixed leg </param>
/// <param name="floatingLeg"> the market convention for the floating leg </param>
/// <param name="spotDateOffset"> the offset of the spot value date from the trade date </param>
/// <returns> the convention </returns>
public static ImmutableFixedInflationSwapConvention of(string name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
{
return(new ImmutableFixedInflationSwapConvention(name, fixedLeg, floatingLeg, spotDateOffset));
}
/// <summary>
/// Sets the market convention of the floating leg. </summary>
/// <param name="floatingLeg"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder floatingLeg(InflationRateSwapLegConvention floatingLeg)
{
JodaBeanUtils.notNull(floatingLeg, "floatingLeg");
this.floatingLeg_Renamed = floatingLeg;
return(this);
}
